Mercurial > hg > octave-lyh
view scripts/statistics/base/kurtosis.m @ 3499:3e3e14ad5149
[project @ 2000-01-31 05:18:07 by jwe]
author | jwe |
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date | Mon, 31 Jan 2000 05:18:13 +0000 |
parents | d25bc039237b |
children | 22bd65326ec1 |
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## Copyright (C) 1996, 1997 John W. Eaton ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, write to the Free ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} kurtosis (@var{x}) ## If @var{x} is a vector of length @math{N}, return the kurtosis ## @iftex ## @tex ## $$ ## {\rm kurtosis} (x) = {1\over N \sigma(x)^4} \sum_{i=1}^N (x_i-\bar{x})^4 - 3 ## $$ ## @end tex ## @end iftex ## @ifinfo ## ## @example ## kurtosis (x) = N^(-1) std(x)^(-4) sum ((x - mean(x)).^4) - 3 ## @end example ## @end ifinfo ## ## @noindent ## of @var{x}. If @var{x} is a matrix, return the row vector containing ## the kurtosis of each column. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Created: 29 July 1994 ## Adapted-By: jwe function retval = kurtosis (x) if (nargin != 1) usage ("kurtosis (x)"); endif if (is_vector (x)) x = x - mean (x); if (! any (x)) retval = 0; else retval = sum (x .^ 4) / (length (x) * std (x) ^ 4) - 3; endif elseif (is_matrix (x)) [nr, nc] = size (x); x = x - ones (nr, 1) * mean (x); retval = zeros (1, nc); s = std (x); ind = find (s > 0); retval (ind) = sum (x (:, ind) .^ 4) ./ (nr * s (ind) .^ 4) - 3; else error ("kurtosis: x has to be a matrix or a vector"); endif endfunction